+509.7%
MDLZ vs M
+127.3%
+382.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.0% | -0.2% |
| 7D | +6.9% | -2.1% | +9.0% | +7.1% |
| 30D | +12.1% | +7.7% | +4.4% | +11.1% |
| 3M | +7.7% | -4.4% | +12.0% | +8.0% |
| 6M | +10.8% | +27.5% | -16.7% | +7.4% |
| YTD | +27.4% | +12.8% | +14.6% | +24.7% |
| 1Y | +23.5% | +20.7% | +2.8% | +19.9% |
| 3Y | +6.2% | +111.3% | -105.1% | -6.3% |
| 5Y | +22.9% | -6.3% | +29.2% | +15.2% |
| 10Y | +99.6% | +1.5% | +98.1% | +65.6% |
| All | +509.7% | +127.3% | +382.4% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling